iTraxx Europe S4 5-year fixed at 36.02 BPs Midmarket spread
Dow Jones - January 6, 2006
The iTraxx Europe S4 index of credit derivatives has been fixed at a bid offer spread of 35.77/36.27 basis points for
five year protection with a 36.02 basis points midmarket spread, according to the weekly fixing conducted by Creditex and
Markit. Twelve dealers participated in the event. The fixings is a weekly event during which dealers supply bids and offers
and the prices are melded into the composite.
